Access Statistics for Degui Li

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Flexible Semiparametric Model for Time Series 0 0 0 53 2 4 5 84
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 5 6 6 142
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 0 0 0 40 3 5 7 80
A flexible semiparametric model for time series 0 0 0 0 0 1 2 4
A flexible semiparametric model for time series 0 0 0 50 4 5 7 98
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures 0 0 0 0 5 9 15 15
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures 0 0 0 14 1 2 4 14
Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series 0 1 1 29 0 2 5 17
Detection of multiple structural breaks in large covariance matrices 0 0 0 14 7 11 12 23
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data 0 0 1 20 2 6 11 26
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data 0 1 4 4 5 10 17 17
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 3 5 7 213
Estimating Smooth Structural Change in Cointegration Models 0 0 0 67 2 6 8 152
Estimating Time-Varying Networks for High-Dimensional Time Series 1 1 2 62 7 10 15 31
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 1 127 3 4 9 329
Estimation in Semiparametric Time Series Regression 0 0 0 68 4 5 9 123
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 0 3 3 143
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 1 1 5 129
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 0 0 57 3 5 10 31
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 1 3 3 2 5 8 9
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 0 28 28 9 14 35 35
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 0 0 1 19 5 8 10 26
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 0 4 4 5 9
Inference of Grouped Time-Varying Network Vector Autoregression Models 0 0 0 5 5 7 10 23
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 0 0 59 5 6 7 109
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 2 3 8 115
Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates 0 0 0 39 5 7 7 98
Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate 0 0 0 4 3 5 8 35
Loch linear fitting under near epoch dependence: uniform consistency with convergence rate 0 0 0 2 3 3 4 32
New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models 0 0 0 33 3 5 8 85
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 2 99 2 3 10 192
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 3 3 4 146
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 1 137 2 5 6 308
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 1 1 1 10 5 8 10 15
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 1 1 1 8 4 5 5 14
Nonparametric Homogeneity Pursuit in Functional-Coefficient Models 0 0 0 86 1 2 6 120
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 0 171 3 3 10 417
Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables 0 0 0 32 1 2 2 122
Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data 0 0 0 47 4 11 17 261
Semiparametric Model Averaging of Ultra-High Dimensional Time Series 0 0 0 68 1 1 3 108
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 0 107 3 5 8 242
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 3 7 9 113
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 4 7 7 212
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 3 6 9 174
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 8 1 1 2 38
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 0 3 5 5 6
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 0 5 6 7 11
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 32 2 5 6 78
Specification Testing in Nonstationary Time Series Models 0 0 0 73 7 12 12 156
To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression 0 0 1 6 4 6 11 38
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 3 8 11 125
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 7 11 11 120
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 1 5 6 94
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 34 3 3 5 102
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 6 6 7 96
Total Working Papers 3 6 47 2,366 184 303 456 5,555
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS 0 0 0 20 5 6 7 86
A flexible semiparametric forecasting model for time series 2 2 2 36 9 12 15 151
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables 1 1 1 10 2 7 8 48
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors 0 0 0 2 2 2 5 34
Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence 0 0 1 4 3 4 6 56
Change point estimators by local polynomial fits under a dependence assumption 0 0 0 16 0 4 5 79
Detection of Multiple Structural Breaks in Large Covariance Matrices 0 1 1 2 7 11 12 18
Estimating smooth structural change in cointegration models 0 0 0 23 5 8 15 101
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 3 5 8 155
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 3 8 12 99
Estimation in generalised varying-coefficient models with unspecified link functions 0 0 0 18 4 8 12 108
Estimation of Large Dynamic Covariance Matrices: A Selective Review 0 0 2 4 3 4 10 22
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation 0 0 0 1 2 3 7 18
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 1 10 2 4 9 117
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 1 1 3 8 3 4 14 24
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 10 8 8 11 60
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 0 0 11 5 12 13 55
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES 0 0 0 9 7 7 10 65
Local Linear M‐estimation in non‐parametric spatial regression 0 0 0 57 2 3 5 150
Local Whittle estimation of long‐range dependence for functional time series 1 1 2 11 5 7 11 29
Local composite quantile regression smoothing for Harris recurrent Markov processes 0 0 0 3 7 8 10 46
Long-Range Dependent Curve Time Series 0 0 0 4 1 3 5 16
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients 0 0 1 7 2 2 4 25
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 1 1 3 19 4 9 18 81
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data 0 0 1 8 4 6 11 32
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates 0 0 1 4 2 4 8 56
Nonparametric estimation of large covariance matrices with conditional sparsity 0 0 1 10 1 3 9 34
Nonparametric homogeneity pursuit in functional-coefficient models 0 0 0 3 2 5 5 12
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 0 129 3 9 12 374
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 1 2 10 3 7 10 40
Robust estimation in a nonlinear cointegration model 0 0 0 25 0 6 9 88
Robust nonlinear regression estimation in null recurrent time series 0 0 0 4 4 7 9 21
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series 0 0 1 3 1 3 7 33
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 4 6 7 12 58
Semiparametric trending panel data models with cross-sectional dependence 0 0 0 107 2 2 6 292
Spatial local M-estimation under association 0 0 1 14 4 5 6 55
Specification testing in nonstationary time series models 0 0 0 23 4 4 6 69
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 1 8 2 4 6 53
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 3 3 4 43
Variable selection in partially time-varying coefficient models 0 0 0 0 3 5 8 14
Total Journal Articles 6 8 25 722 138 229 360 2,917

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Statistics updated 2026-02-12